if you pc is not properly grounded you would get a shock of the case and you said you did not get one , if you ever get one it will because when you touch it your body is taking the electricity to earth. I was an electrical inspector/tester for a vending machine company for many years , The user countmike is correct in what he said , on some circuit boards it is even possible to see the led on that type of tester illuminate before you actually touch a componant.
Its a bit like how a magician makes a florescent light bulb blow without it being fitted to anything but for safety reasons you dont need to know how thats done.